ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 15-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
96.300 |
96.130 |
-0.170 |
-0.2% |
96.410 |
High |
96.415 |
96.725 |
0.310 |
0.3% |
96.845 |
Low |
95.880 |
95.950 |
0.070 |
0.1% |
95.880 |
Close |
96.110 |
96.558 |
0.448 |
0.5% |
96.558 |
Range |
0.535 |
0.775 |
0.240 |
44.9% |
0.965 |
ATR |
0.686 |
0.693 |
0.006 |
0.9% |
0.000 |
Volume |
342 |
491 |
149 |
43.6% |
1,624 |
|
Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.736 |
98.422 |
96.984 |
|
R3 |
97.961 |
97.647 |
96.771 |
|
R2 |
97.186 |
97.186 |
96.700 |
|
R1 |
96.872 |
96.872 |
96.629 |
97.029 |
PP |
96.411 |
96.411 |
96.411 |
96.490 |
S1 |
96.097 |
96.097 |
96.487 |
96.254 |
S2 |
95.636 |
95.636 |
96.416 |
|
S3 |
94.861 |
95.322 |
96.345 |
|
S4 |
94.086 |
94.547 |
96.132 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.323 |
98.905 |
97.089 |
|
R3 |
98.358 |
97.940 |
96.823 |
|
R2 |
97.393 |
97.393 |
96.735 |
|
R1 |
96.975 |
96.975 |
96.646 |
97.184 |
PP |
96.428 |
96.428 |
96.428 |
96.532 |
S1 |
96.010 |
96.010 |
96.470 |
96.219 |
S2 |
95.463 |
95.463 |
96.381 |
|
S3 |
94.498 |
95.045 |
96.293 |
|
S4 |
93.533 |
94.080 |
96.027 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.845 |
95.880 |
0.965 |
1.0% |
0.567 |
0.6% |
70% |
False |
False |
324 |
10 |
96.845 |
95.465 |
1.380 |
1.4% |
0.577 |
0.6% |
79% |
False |
False |
368 |
20 |
96.940 |
93.100 |
3.840 |
4.0% |
0.727 |
0.8% |
90% |
False |
False |
515 |
40 |
96.940 |
93.100 |
3.840 |
4.0% |
0.636 |
0.7% |
90% |
False |
False |
344 |
60 |
96.940 |
92.095 |
4.845 |
5.0% |
0.561 |
0.6% |
92% |
False |
False |
253 |
80 |
96.940 |
92.095 |
4.845 |
5.0% |
0.544 |
0.6% |
92% |
False |
False |
197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.019 |
2.618 |
98.754 |
1.618 |
97.979 |
1.000 |
97.500 |
0.618 |
97.204 |
HIGH |
96.725 |
0.618 |
96.429 |
0.500 |
96.338 |
0.382 |
96.246 |
LOW |
95.950 |
0.618 |
95.471 |
1.000 |
95.175 |
1.618 |
94.696 |
2.618 |
93.921 |
4.250 |
92.656 |
|
|
Fisher Pivots for day following 15-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
96.485 |
96.473 |
PP |
96.411 |
96.388 |
S1 |
96.338 |
96.303 |
|